Antonio Caparrini

Project Manager & Researcher in Machine Learning for Finance

I am a Project Manager in Solutions Development at Banco de España, currently pursuing a Ph.D. in Data Science at Universidad Complutense de Madrid. My doctoral thesis is titled “Optimización y Explicabilidad de Machine Learning en Fintech” (expected defense: summer 2026), supervised by Javier Arroyo Gallardo.

I also serve as Adjunct Professor at Universitat Oberta de Catalunya (UOC), teaching in the Master in Data Science program since 2021.

With a background in Computer Engineering (UCM) and advanced degrees in Data Science (UOC) and Business Consulting (ICADE), I bridge technical implementation and business strategy.


Research Interests

  • Finance & Credit Risk: Profit-sensitive ML, P2P lending, stock selection
  • Machine Learning: Explainability (SHAP), hyperparameter optimization, conformal prediction
  • Music Information Retrieval: Automatic genre classification in electronic dance music

Location

Madrid, Spain · Banco de España · UCM · UOC